Figures 5.37 and 5.40 are the spectra: a the theoretical, b that estimated by model 
fitting as opumum, c that estimated by the nonparametric method, and d the spectrum of 
the fitted AR(n) model. The m appeared to be 4 and 8 for Fig. 5.37 and Fig. 5.40, 
respectively. 
5.00 5 b, =-0.7 
oI oO? = 1.0 
3.75 4 
2.50 4 
1.254 
4 
0.00 - 
0.00 0.06 O12 O19 42025 0.31 0.37 0.44 0.50 
> @ 
Fig. 5.37a. Theoretical MA(1). 
5.005 b, = 0.70294 
4 G2= 1.0478 
Fig. 5.37b. Estimated by MA model fitting as optimum, MA(1). 
Fig. 5.37. Spectrum of MA(1) process (1) 
X= €-0.7€4,, Er: N[O, 1]. 
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